Index: The Book of Statistical ProofsGeneral Theorems ▷ Probability theory ▷ Variance ▷ Definition

Definition: The variance of a random variable $X$ is defined as the expected value of the squared deviation from its expected value:

$\label{eq:var} \mathrm{Var}(X) = \mathrm{E}\left[ (X-\mathrm{E}(X))^2 \right] \; .$

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Metadata: ID: D12 | shortcut: var | author: JoramSoch | date: 2020-02-13, 19:55.